A Gauss–Newton-based decomposition algorithm for nonlinear mixed-integer optimal control problems

Abstract: For the fast approximate solution of Mixed-Integer Non-Linear Programs (MINLPs) arising in the context of Mixed-Integer Optimal Control Problems (MIOCPs) a decomposition algorithm exists that solves a sequence of three comparatively less hard subproblems to determine an approximate MINLP solution. In this work, we propose a problem formulation for the second algorithm stage that is a convex approximation of the original MINLP and relies on the Gauss–Newton approximation. We analyze the algorithm in terms of approximation properties and establish a first-order consistency result. Then, we investigate the proposed approach considering a numerical case study of Mixed-Integer Optimal Control (MIOC) of a renewable energy system. The investigation shows that the proposed formulation can yield an improved integer solution regarding the objective of the original MINLP compared with the established Combinatorial Integral Approximation (CIA) algorithm

Standort
Deutsche Nationalbibliothek Frankfurt am Main
Umfang
Online-Ressource
Sprache
Englisch
Anmerkungen
Automatica. - 152 (2023) , 110967, ISSN: 0005-1098

Ereignis
Veröffentlichung
(wo)
Freiburg
(wer)
Universität
(wann)
2024
Urheber
Bürger, Adrian
Zeile, Clemens
Altmann-Dieses, Angelika
Sager, Sebastian
Diehl, Moritz

DOI
10.1016/j.automatica.2023.110967
URN
urn:nbn:de:bsz:25-freidok-2539552
Rechteinformation
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Letzte Aktualisierung
25.03.2025, 13:45 MEZ

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  • 2024

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